I'm currently implementing the last task for a little debug framework, namely HW Breakpoints. I referred to this article so far: http://www.codeproject.com/KB/debug/hardwarebreakpoint.aspx and a Book about writing a Debugger.

I got following two functions so far for setting a HW breakpoint:

void debuglib::breakpoints::hw_bp() {
    HANDLE helper = 0;

    CONTEXT co;
    CURRENTCONTEXT(co);

    helper = ::CreateThread(0,0,threadfunc,reinterpret_cast<void*>(co.Eip),0,0);

    DWORD status = ::WaitForSingleObject(helper,INFINITE);


    if (status != WAIT_OBJECT_0) { 
            ::MessageBoxA(0, "Helper thread didn't exit cleanly", "HWBreakpoint", MB_OK);
    }

    ::CloseHandle(helper);
}

static DWORD WINAPI debuglib::breakpoints::threadfunc(void* param) {

    DWORD suspendcnt = ::SuspendThread(debuglib::process::thread());
    if(suspendcnt) {
        return 0;
    }

    CONTEXT co;
    ::ZeroMemory(&co,sizeof(co));
    co.ContextFlags = CONTEXT_DEBUG_REGISTERS;

    BOOL ok = ::GetThreadContext(debuglib::process::thread(),&co);

    if(!ok) {
        return 0;
    }

    DWORD freeDr = 0;
    DWORD condition = debuglib::breakpoints::TRIGGER::CODE;
    DWORD length = debuglib::breakpoints::SIZE::SIZE_1;

    co.Dr0 = reinterpret_cast<DWORD>(param);

    co.Dr7 = co.Dr7 | 1 << (freeDr*2);
    co.Dr7 = co.Dr7 | condition << ((freeDr*4)+16);
    co.Dr7 = co.Dr7 | length << ((freeDr*4)+18);

    co.ContextFlags = CONTEXT_DEBUG_REGISTERS;
    ok = ::SetThreadContext(debuglib::process::thread(), &co);

    co.ContextFlags = CONTEXT_DEBUG_REGISTERS;
    ::GetThreadContext(debuglib::process::thread(),&co);

    suspendcnt = ::ResumeThread(debuglib::process::thread());
    if(suspendcnt == 0xFFFFFFFF) {
        return 0;
    }

    return 1;
 }

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